نتایج جستجو برای: sensitivities
تعداد نتایج: 15027 فیلتر نتایج به سال:
sn02 nanowires with diameters of 30 — 200 nm have been synthesized by using carbothermalprocess via a thick film of tin dioxide and carbon powder precursor. the nanowires werecharacterized by x-ray power diffraction (xrd), scanning electron microscopy (sem),transmission electron microscopy (tem) and selected area electron diffraction (saed).the gas sensing characteristic of nanowires toward eth...
This paper is concerned with the sensitivities of function space oriented interior point approximations in parameter dependent optimization problems. For an abstract setting that covers control constrained optimal control problems, the convergence of interior point sensitivities to the sensitivities of the optimal solution is shown. Error bounds for Lq norms are derived and illustrated with num...
We derive closed formulas for the prices of European options andtheir sensitivities when the underlying asset follows a double-exponentialjump diffusion model, as considered by S. Kou in 2002. This author hasderived the option price by making use of double series where each termrequires the computation of a sequence of special functions, such thatthe implementation remains difficult for a large...
Abstract. We present a method to apply the Malliavin calculus to calculate sensitivities for exponential Levy models built from the Variance Gamma and Normal Inverse Gaussian processes. We also present new sensitivities for these processes. The calculation of the sensitivities is based on a finite dimensional Malliavin calculus and we compare the results with finite difference calculations. Thi...
An efficient technique is presented for optimum design of structures with both natural frequency and complex frequency response constraints. The main ideals to reduce the number of dynamic analysis by introducing high quality approximation. Eigenvalues are approximated using the Rayleigh quotient. Eigenvectors are also approximated for the evaluation of eigenvalues and frequency responses. A tw...
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